# RGC - REGAL ENTERTAINMENT GR Options Profit Calculator, Price & Chart

> Graphical, multi-leg complex stock option profit and loss calculator for RGC.

Data as of Oct 23, 2026 (end of day). **Data is delayed**: the latest session is Nov 13, 2026. [Subscribe](https://www.optionistics.com/subscribe) to get the latest end-of-day data.

Stock at **7.67**. Build a position of up to 8 option legs plus stock; the chart shows P/L today and at expiration.

## Settings

| Field | Value |
|---|---|
| Stock price | 7.67 |
| Solve For | Price Change |
| Valuation date | Oct 23, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 1.3643 |
| Indexed IV | 1.7011 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 7.50 | Call | 1 | Long | 1.5000 | 1.5087 | 1.7011 | 0.6139 | 0.1059 | -0.0250 | 0.0081 | 0.0025 |

**Cost** is the entry price per share, **TPrice** the theoretical value on the valuation date, **Vol** the volatility it is priced with; Greeks are per share (short legs negative). Quantities are contracts of 100 shares, or shares for the stock leg.

### Position totals ($)

| Cost | Value | P/L | Delta | Gamma | Theta | Vega | Rho |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 150.00 | 150.87 | 0.87 | 61.39 | 10.59 | -2.50 | 0.81 | 0.25 |

Cost is the net debit paid (negative: a net credit), Value the position's theoretical value on the valuation date, P/L the difference; Greeks are position totals in shares.

## Profit and loss

Breakevens (where the P/L line crosses zero): **7.66**.

P/L by stock price from 3.84 to 11.43 (the chart spans 50% either side of the stock price; narrow it with `factor`, e.g. `factor=0.1` for 10%), every 4th of its 97 points.

At expiration, over the charted range, P/L runs from **-150.00** (at 3.84) to **242.59** (at 11.43).

| Stock price | P/L on Oct 23, 2026 | P/L at expiration |
|---:|---:|---:|
| 3.84 | -141.27 | -150.00 |
| 4.15 | -136.94 | -150.00 |
| 4.47 | -131.40 | -150.00 |
| 4.78 | -124.55 | -150.00 |
| 5.10 | -116.33 | -150.00 |
| 5.42 | -106.70 | -150.00 |
| 5.73 | -95.66 | -150.00 |
| 6.05 | -83.22 | -150.00 |
| 6.37 | -69.41 | -150.00 |
| 6.68 | -54.28 | -150.00 |
| 7.00 | -37.89 | -150.00 |
| 7.31 | -20.29 | -150.00 |
| 7.63 | -1.55 | -136.95 |
| 7.95 | 18.26 | -105.32 |
| 8.26 | 39.06 | -73.70 |
| 8.58 | 60.79 | -42.07 |
| 8.90 | 83.38 | -10.44 |
| 9.21 | 106.77 | 21.19 |
| 9.53 | 130.88 | 52.82 |
| 9.84 | 155.67 | 84.45 |
| 10.16 | 181.07 | 116.08 |
| 10.48 | 207.03 | 147.71 |
| 10.79 | 233.51 | 179.34 |
| 11.11 | 260.46 | 210.96 |
| 11.43 | 287.84 | 242.59 |

## How to use

Enter the position with query parameters. Option legs are `legs[N][field]`, N counting from 0, up to 4 legs ([subscribe](https://www.optionistics.com/subscribe) for 8): `expiry` (YYYY-MM-DD, required), `strike` (required), `putcall` (C or P), `side` (long or short), `quantity` (contracts, 1-1000), `cost` (entry price per share; default the contract's theoretical price), `ivol` (volatility override, decimal), `hidden` (1 leaves the leg out of the totals and chart). A stock leg: `stock[side]`, `stock[quantity]` (shares), `stock[cost]`. Or start from a `preset`: bull-call, bear-call, bull-put, bear-put, straddle, strangle, covered-call, covered-put, calendar-call, calendar-put, diagonal-call, diagonal-put, single-call, single-put. Pricing: `rate` (percent), `model` (a American, e European; default American when a dividend is set), `voltype` (0 slider, 1 indexed IV, 2 historical IV, 3 each leg's IV), `ivSlider` (1-400, with voltype 0), `dividend` (next dividend, dollars), `exDate` (YYYY-MM-DD), `frequency` (0 none, 12, 4, 2 or 1 a year). Chart: `solveFor` (p price change, dl days left), `factor` (price range either side of the stock price, 0.01-1, default 0.5), `dateOffset` (price change: value on the report date plus dateOffset + 1 days; default -1, the report date), `sliderPrice` (days left: the stock price to value at).

This position: `/calculators/stock-option-calculator/RGC.md?legs[0][expiry]=2026-11-20&legs[0][strike]=7.5&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=1.5`. A preset: `/calculators/stock-option-calculator/RGC.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for RGC

- [Quote](https://www.optionistics.com/quotes/stock-quotes/RGC.md)
- [Option chain](https://www.optionistics.com/quotes/stock-option-chains/RGC.md)
- [Price history](https://www.optionistics.com/quotes/stock-prices/RGC.md)
- [10 day snapshot](https://www.optionistics.com/snapshot.md?symbol=RGC)
- [Strike Pegger (max pain)](https://www.optionistics.com/quotes/strike-pegger/RGC.md)
- [Volatility skew](https://www.optionistics.com/screener/volatility-skew/RGC.md)
- [Put/call ratio](https://www.optionistics.com/screener/put-call-ratio/RGC.md)
- [Trade finder](https://www.optionistics.com/screener/stock-trade-finder/RGC.md)
- [Probability calculator](https://www.optionistics.com/calculators/probability-calculator.md?symbol=RGC)

---

From [Optionistics](https://www.optionistics.com), options analytics since 2005. Site map for AI agents: https://www.optionistics.com/llms.txt